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~subject:"Optionspreistheorie"
~subject:"Price discrimination"
~type_genre:"Amtsdruckschrift"
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Optionspreistheorie
Price discrimination
Preismanagement
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Renault, Eric
5
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3
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2
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2
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2
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2
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1
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1
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1
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1
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16
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ECONIS (ZBW)
22
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11
Option
pricing
with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
Saved in:
12
An autoregressive conditional binomial option
pricing
model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
Saved in:
13
Convergence of discrete time option
pricing
models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
14
Approximating payoffs and approximating
pricing
formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
15
Statistical inference for random variance option
pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
16
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
17
Valuing the right to tax incomes : an options
pricing
approach
Draaisma, Teun
-
1996
Persistent link: https://www.econbiz.de/10000931831
Saved in:
18
Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von
-
1996
Persistent link: https://www.econbiz.de/10000934033
Saved in:
19
Option
pricing
under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
20
Valuing the right to tax incomes : an options
pricing
approach
Draaisma, Teun
-
1996
Persistent link: https://www.econbiz.de/10013426815
Saved in:
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